Lecture 03: Mathematical models of systems

The set of mathematical equations, describing the dynamic characteristics of a system is called a
mathematical model of the system.

Method of Describe a system

a. The Nth-order differential equation model – time domain
b. Signal-Flow graph / Block diagram – Frequency domain
c. Transfer Function ( by Laplace Transform) - Frequency domain
d. The unit impulse response – Frequency domain
e. The State-space Model – time domain

Approach to dynamic systems

1. Define the system and its components.
2. Formulate the MM and list the necessary assumptions.
3. Write the differential equations describing the model.
4. Solve the equations for the desired output variables.
5. Examine the solutions and the assumptions.
6. If necessary, reanalyze or redesign the system.

Differential Equations of Physical Systems

The differential equations describing the dynamic performance of a physical system are obtained
by utilizing the physical laws of the process.
This approach applies equally well to;
• Mechanical,
• Electrical,
• Fluid,
• Thermodynamic systems.
Physical laws
The physical laws define relationships between fundamental quantities and are usually represented
by equations.
Newton’s 2nd law of motion: f = Ma, f = M (dv/dt), The velocity v = v(t) and force f = f(t) are
dependent variable, the time t is the independent variable.

Ohm’s Law : v = R I, v = R (dq/dt) ; The charge q = q(t) and the voltage v = v(t) are dependent
variable, the time t is the independent variable.
KVL: Applied voltage = sum of voltage drops
KCL: Entering current at a node = Outgoing currents at that node
D’Alemberts Principle: f = FM +FB +FK (applied force = sum of all resisting forces)
 Linear and Nonlinear Equations:

• A linear equation
• A linear equation is an equation consisting of the sum of linear terms.
• A linear term is one which is the first degree of dependent variables and their derivatives.
• If any term of differential equation contains higher power, products, or transcendental functions
of the dependent variables, it is nonlinear.
dy 3 dy
( ) ,u ,sinu
dt dt
• A time-invariant equation - is an equation in which none of the terms depends explicitly on the
independent variable time.
• A time-variable equation - is an equation in which one or more terms depend explicitly on the
independent variable time.

Why are all transcendental functions not of first degree?

• Transcendental functions, such as the logarithmic, trigonometric, and hyperbolic functions
and their corresponding inverses, are not of first degree because they are defined by an
infinite series.

x 2 n1 x3 x5
• For example, sin x   (1) n 1
 x    ...
n 1 (2n  1)! 3! 5!
• Where the first term is first degree, the second is a third degree, and so on. Hence their
degree is in general equal to infinity.

Symbols and units (mechanical system)

Inductive Storage
Electrical inductance

Translational spring

Rotational spring

Fluid inertia

Capacitive Storage
Electrical capacitance

Translational mass

Rotational mass or Moment of Inertia

Energy dissipators
Electrical resistance

Translational damper

Rotational damper

Fluid resistance

Thermal resistance

Example: An automobile shock absorber (a) spring-mass-damper (b) Free body diagram. Figure:
We model the wall friction as a viscous damper; the friction force is linearly proportional to the
velocity of the mass. (In reality the wall friction may behave as a Coulomb damper- a dry friction,
which is a nonlinear function of mass velocity and possesses a discontinuity around zero velocity.
Summing the forces acting on M and utilizing Newton’s second law yields

d 2 y(t ) dy(t )
M 2
b  ky(t )  r (t ) , Solution: y(t)= K1 exp(-1t) sin(1t+1)
dt dt
KVL and KCL:
Kirchhoff’s Voltage Law Kirchhoff’s Current Law

Example:

v(t)/R + C dv(t)/dt +1/L v(t) dt = r(t)

v(t)= K2 exp(-2t) cos(2t+2)
To see the close similarity between the differential equations for mechanical and electrical
systems, we shall rewrite M d2y(t)/dt2 + b dy(t)/dt + k y(t) = r(t) in term of velocity v(t) = dy(t)/dt
.
We have M dv(t)/dt + b v(t) + k v(t) = r(t)

The close similarity

• M d2y(t)/dt2 + b dy(t)/dt + k y(t) = r(t)

for v(t) = dy(t)/dt
• M dv(t)/dt + b v(t) + k v(t) = r(t)
• C dv(t)/dt + v(t)/R +1/L v(t) dt = r(t)

Analogous variables
Voltage-velocity analogy: voltage v(t) and velocity v(t) are equivalent variables
Current-velocity analogy: current i(t) and velocity v(t) are equivalent variables
Voltage-velocity analogy (often called the force-current analogy) relates analogous through -
and across- variables of the electrical and mechanical systems.
State Concepts:
STATE: The state of a system is a mathematical structure containing a set of n variables x1(t ), x2(t), .
. . , xi(t ), . . . , xn(t ), called the state variables, such that the initial values xi(t0) of this set and the
system inputs uj(t) are sufficient to describe uniquely the system’s future response of t ≥ t0. A
minimum set of state variables is required to represent the system accurately. The m inputs, u1(t ),
u2(t ), . . . ,uj(t ), . . . ,um(t ), are deterministic; i.e., they have specific values for all values of time t ≥
t0.

Generally, the initial starting time t0 is taken to be zero. The state variables need not be
physically observable and measurable quantities; they may be purely mathematical quantities. The
following additional definitions apply:

STATE VECTOR: The set of state variables xi(t ) represents the elements or components of the n-
dimensional state vector x(t ); that is,
 x1 (t )   x1 
 x (t )  x 
x(t )   2    2   x
   
   
 n   xn 
x (t )

The order of the system characteristic equation is n, and the state equation representation of the
system consists of n first-order differential equations. When all the inputs uj (t) to a given system
are specified for t > t0, the resulting state vector uniquely determines the system behavior for any t
> t0 .

STATE SPACE: State space is defined as the n-dimensional space in which the components of the
state vector represent its coordinate axes.

STATE TRAJECTORY: State trajectory is defined as the path produced in the state space by the
state vector x(t) as it changes with the passage of time. State space and state trajectory in the two-
dimensional case are referred to as the phase plane and phase trajectory, respectively.

The first step in applying these definitions to a physical system is the selection of the system
variables that are to represent the state of the system. Note that there is no unique way of making
this selection. The three common representations for expressing the system state are the physical,
phase, and canonical state variables.

The selection of the state variables for the physical-variable method is based upon the energy-
storage elements of the system. Table 2.2 lists some common energy-storage elements that exist
in physical systems and the corresponding energy equations. The physical variable in the energy
equation for each energy-storage element can be selected as a state variable of the system. Only
independent physical variables are chosen to be state variables. Independent state variables are
those state variables that cannot be expressed in terms of the remaining assigned state variables.
In some systems, it may be necessary to identify more state variables than just the energy-storage
variables.
Example 1: Series RL circuit.
Only one energy-storage element, the inductor, is present in this circuit; thus there is only one
state variable. From Table 2.2, the state variable is x1 = i. The equation desired is one that
contains the first derivative of the state variable. Letting u = e, the loop equation, Ri+Ldi/dt=e,
can be rewritten as

Example 2: Series RLC circuit ( Fig. 2.2). This circuit contains two energy-storage elements,
the inductor, and capacitor. From Table 2.2, the two assigned state variables are identified as x 1
= vc (the voltage across the capacitor) and x2 = i (the current in the inductor). Thus two state
equations are required.

Figure 2.2 is redrawn in Fig. 2.5 with node b as the reference node. The node equation for
node a and the loop equations are, respectively,

Above two equations represents the state equation of the system containing two independent
state variables.
State Equations: The state equations of a system are a set of n first-order differential equations,
where n is the number of independent states. The state equations represented by the above
equations are expressed in matrix notation as
It can be expressed in a more compact form is x  Ax  bu (i)

and, in this case, u = [u] is a one-dimensional control vector.

If the output quantity y(t ) for the circuit of Fig. 2.2 is the voltage across the capacitor vC, then
y(t )  vC  x1
Thus the matrix system output equation for the example is
x 
y (t )  cT x  du  1 0 1   0u  (ii)
 x2 

Equations (i) and (ii) are for a single-input-single-output (SISO) system. For a multiple-input-
multiple-output (MIMO) system, with m inputs and l outputs, these equations become
 x  Ax  Bu (iii)
y  Cx  Du (iv),
Where,

Example 3: Obtain the state equation for the circuit of Fig. 2.6, where i 2 is considered to be the
output of this system. The assigned state variables are x1 = i1, x2 = i2, and x3 = vC. Thus, two loop
and one node equations are written

The three state variables are independent, and the system state and output equations are

Example 4: Obtain the state equations for the circuit of Fig. 2.7. The output is the voltage v1.
The input or control variable is a current source i(t). The assigned state variables are i1, i2, i3, v1,
and v2. Three loop equations and two node equations are written:
Substituting from the values of v1 =L1Di1 and v2 = L3Di3 into v2=L2Di2 + v1, or writing the loop
equation through L1, L2, and L3 and then integrating (multiplying by 1/D), gives
L3i3  L2i2  L1i1  K

where K is a function of the initial conditions. This equation reveals that one inductor current is
dependent upon the other two inductor currents. Thus, this circuit has only four independent
physical state variables, two inductor currents, and two capacitor voltages.
The four independent state variables are designated as x1 = v1, x2 = v2, x3 = i1, and x4 = i2, and the
control variable is u = i.